Estimation of support of a probability density and estimation of support functionals
AbstractThe problem of estimating the unknown support G [ belong ] [ R^N ] of a uniform density is considered under the assumption that the support G belongs to the class of "boundary fragments" with smooth upper surface. The minimax lower bounds for the accuracy of arbitrary estimators of G are obtained if the distance between sets is Hausdorff metric or measure of symmetric difference. The estimators of support are proposed which are optimal in the sense that they attain the convergence rate of the minimax lower bound. Similar results are proved for the problem of estima.tion of functionals of the density support.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) in its series CORE Discussion Papers with number 1992029.
Date of creation: 01 Apr 1992
Date of revision:
Contact details of provider:
Postal: Voie du Roman Pays 34, 1348 Louvain-la-Neuve (Belgium)
Fax: +32 10474304
Web page: http://www.uclouvain.be/core
More information through EDIRC
Find related papers by JEL classification:
- G20 - Financial Economics - - Financial Institutions and Services - - - General
You can help add them by filling out this form.
reading list or among the top items on IDEAS.Access and download statisticsgeneral information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Alain GILLIS).
If references are entirely missing, you can add them using this form.